NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 11-Jul-2012
Day Change Summary
Previous Current
10-Jul-2012 11-Jul-2012 Change Change % Previous Week
Open 87.32 86.42 -0.90 -1.0% 86.61
High 87.93 88.46 0.53 0.6% 90.71
Low 85.97 86.42 0.45 0.5% 84.24
Close 86.16 88.02 1.86 2.2% 86.59
Range 1.96 2.04 0.08 4.1% 6.47
ATR 2.57 2.55 -0.02 -0.7% 0.00
Volume 6,607 11,499 4,892 74.0% 43,494
Daily Pivots for day following 11-Jul-2012
Classic Woodie Camarilla DeMark
R4 93.75 92.93 89.14
R3 91.71 90.89 88.58
R2 89.67 89.67 88.39
R1 88.85 88.85 88.21 89.26
PP 87.63 87.63 87.63 87.84
S1 86.81 86.81 87.83 87.22
S2 85.59 85.59 87.65
S3 83.55 84.77 87.46
S4 81.51 82.73 86.90
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 106.59 103.06 90.15
R3 100.12 96.59 88.37
R2 93.65 93.65 87.78
R1 90.12 90.12 87.18 88.65
PP 87.18 87.18 87.18 86.45
S1 83.65 83.65 86.00 82.18
S2 80.71 80.71 85.40
S3 74.24 77.18 84.81
S4 67.77 70.71 83.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.71 85.97 4.74 5.4% 2.04 2.3% 43% False False 9,896
10 90.71 79.69 11.02 12.5% 2.76 3.1% 76% False False 10,274
20 90.71 79.69 11.02 12.5% 2.38 2.7% 76% False False 9,285
40 97.00 79.69 17.31 19.7% 2.22 2.5% 48% False False 7,837
60 107.14 79.69 27.45 31.2% 1.95 2.2% 30% False False 6,961
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.13
2.618 93.80
1.618 91.76
1.000 90.50
0.618 89.72
HIGH 88.46
0.618 87.68
0.500 87.44
0.382 87.20
LOW 86.42
0.618 85.16
1.000 84.38
1.618 83.12
2.618 81.08
4.250 77.75
Fisher Pivots for day following 11-Jul-2012
Pivot 1 day 3 day
R1 87.83 87.76
PP 87.63 87.50
S1 87.44 87.25

These figures are updated between 7pm and 10pm EST after a trading day.

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